+24.5%
COP vs SEDG
-76.7%
+101.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +1.2% |
| 7D | -0.5% | +3.6% | -4.1% | -0.6% |
| 30D | +11.7% | +9.3% | +2.4% | +11.3% |
| 3M | +17.7% | -39.1% | +56.8% | +19.2% |
| 6M | +18.3% | +1.8% | +16.5% | +16.2% |
| YTD | +49.1% | +22.0% | +27.0% | +44.5% |
| 1Y | +53.3% | +17.2% | +36.1% | +48.1% |
| All | +24.5% | -76.7% | +101.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling